Creating a db and summarising in xl using QL Lib

Posted by rohan talwar on
URL: http://quantlib.414.s1.nabble.com/Creating-a-db-and-summarising-in-xl-using-QL-Lib-tp378.html

Hi all

     Can anyone help with the implementation of a suitable set of xl formulas to sumarise and create objects in XL for say time series, statistics, etc. using the QLlibrary?

I would ultimately like to use QL to take a table of data, and should I want to create a 30d or 250d [historical] vol measure from historical prices, it seems challenging to do [elegantly]. Any ideas?

I attach a abridged worksheet of basic concept (not refined).

Array formulas would preferably be not used where possible.

Cheers, and I look forward to any creative ideas.

Rohan Talwar

------------------------------------------------------------------------------
What Every C/C++ and Fortran developer Should Know!
Read this article and learn how Intel has extended the reach of its
next-generation tools to help Windows* and Linux* C/C++ and Fortran
developers boost performance applications - including clusters.
http://p.sf.net/sfu/intel-dev2devmay
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users